+101.9%
MPC vs ROP
+7.0%
+94.9%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.0% | +5.6% | +4.6% |
| 7D | -9.4% | -1.6% | -7.8% | -9.3% |
| 30D | -14.3% | +29.5% | -43.9% | -15.4% |
| 3M | +31.1% | +17.5% | +13.6% | +29.4% |
| 6M | +60.3% | +38.1% | +22.2% | +55.1% |
| YTD | +142.5% | +7.0% | +135.5% | +122.8% |
| All | +101.9% | +7.0% | +94.9% | +85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ROP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling